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igcop  

Computational Tools for the IG and IGL Copula Families
View on CRAN: Click here


Download and install igcop package within the R console
Install from CRAN:
install.packages("igcop")

Install from Github:
library("remotes")
install_github("cran/igcop")

Install by package version:
library("remotes")
install_version("igcop", "1.0.2")



Attach the package and use:
library("igcop")
Maintained by
Vincenzo Coia
[Scholar Profile | Author Map]
First Published: 2021-10-13
Latest Update: 2023-11-14
Description:
Compute distributional quantities for an Integrated Gamma (IG) or Integrated Gamma Limit (IGL) copula, such as a cdf and density. Compute corresponding conditional quantities such as the cdf and quantiles. Generate data from an IG or IGL copula. See the vignette for formulas, or for a derivation, see Coia, V (2017) "Forecasting of Nonlinear Extreme Quantiles Using Copula Models." PhD Dissertation, The University of British Columbia.
How to cite:
Vincenzo Coia (2021). igcop: Computational Tools for the IG and IGL Copula Families. R package version 1.0.2, https://cran.r-project.org/web/packages/igcop. Accessed 10 Jan. 2025.
Previous versions and publish date:
1.0.1 (2021-10-13 12:20)
Other packages that cited igcop R package
View igcop citation profile
Other R packages that igcop depends, imports, suggests or enhances
Complete documentation for igcop
Functions, R codes and Examples using the igcop R package
Some associated functions: check_params . dot-onUnload . formals_to . generators . generators_vec . ig . ig_cpp_vec . igcop . igl . test_data . 
Some associated R codes: RcppExports.R . check_params.R . ig.R . igcop-package.R . igl.R . test_data.R . unload.R . vectorize.R .  Full igcop package functions and examples
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